• Title/Summary/Keyword: duality theorems

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OPTIMALITY CONDITIONS AND DUALITY IN FRACTIONAL ROBUST OPTIMIZATION PROBLEMS

  • Kim, Moon Hee;Kim, Gwi Soo
    • East Asian mathematical journal
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    • v.31 no.3
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    • pp.345-349
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    • 2015
  • In this paper, we consider a fractional robust optimization problem (FP) and give necessary optimality theorems for (FP). Establishing a nonfractional optimization problem (NFP) equivalent to (FP), we formulate a Mond-Weir type dual problem for (FP) and prove duality theorems for (FP).

ON DUALITY THEOREMS FOR CONVEXIFIABLE OPTIMIZATION PROBLEMS

  • Kim, Moon-Hee
    • Journal of applied mathematics & informatics
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    • v.26 no.5_6
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    • pp.1257-1261
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    • 2008
  • In this paper, we consider of a convexifiable programming problem with bounds on variables. We obtain Mond-Weir type duality theorems for the convexifiable programming problems. Moreover, we give a numerical example to illustrate our duality.

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ON DUALITY FOR NONCONVEX QUADRATIC OPTIMIZATION PROBLEMS

  • Kim, Moon-Hee
    • East Asian mathematical journal
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    • v.27 no.5
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    • pp.539-543
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    • 2011
  • In this paper, we consider an optimization problem which consists a nonconvex quadratic objective function and two nonconvex quadratic constraint functions. We formulate its dual problem with semidefinite constraints, and we establish weak and strong duality theorems which hold between these two problems. And we give an example to illustrate our duality results. It is worth while noticing that our weak and strong duality theorems hold without convexity assumptions.

ON DUALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Kim, Moon Hee
    • Journal of the Chungcheong Mathematical Society
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    • v.26 no.4
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    • pp.723-734
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    • 2013
  • A robust optimization problem, which has a maximum function of continuously differentiable functions as its objective function, continuously differentiable functions as its constraint functions and a geometric constraint, is considered. We prove a necessary optimality theorem and a sufficient optimality theorem for the robust optimization problem. We formulate a Wolfe type dual problem for the robust optimization problem, which has a differentiable Lagrangean function, and establish the weak duality theorem and the strong duality theorem which hold between the robust optimization problem and its Wolfe type dual problem. Moreover, saddle point theorems for the robust optimization problem are given under convexity assumptions.

MIXED TYPE SECOND-ORDER DUALITY WITH SUPPORT FUNCTION

  • Husain, I.;Ahmed, A.;Masoodi, Mashoob
    • Journal of applied mathematics & informatics
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    • v.27 no.5_6
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    • pp.1381-1395
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    • 2009
  • Mixed type second order dual to the non-differentiable problem containing support functions is formulated and duality theorems are proved under generalized second order convexity conditions. It is pointed out that the mixed type duality results already reported in the literature are the special cases of our results.

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A Dual Problem and Duality Theorems for Average Shadow Prices in Mathematical Programming

  • Cho, Seong-Cheol
    • Journal of the Korean Operations Research and Management Science Society
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    • v.18 no.2
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    • pp.147-156
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    • 1993
  • Recently a new concept of shadow prices, called average shadow price, has been developed. This paper provides a dual problem and the corresponding duality theorems justifying this new shadow price. The general duality framework is used. As an important secondary result, a new reduced class of price function, the pp. h.-class, has been developed for the general duality theory. This should be distinguished from other known reductions achieved in some specific areas of mathematical programming, in that it sustains the strong duality property in all the mathematical programs. The new general dual problem suggested with this pp. h.-class provides, as an optimal solution, the average shadow prices.

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OPTIMALITY CONDITIONS AND DUALITY IN NONDIFFERENTIABLE ROBUST OPTIMIZATION PROBLEMS

  • Kim, Moon Hee
    • East Asian mathematical journal
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    • v.31 no.3
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    • pp.371-377
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    • 2015
  • We consider a nondifferentiable robust optimization problem, which has a maximum function of continuously differentiable functions and support functions as its objective function, continuously differentiable functions as its constraint functions. We prove optimality conditions for the nondifferentiable robust optimization problem. We formulate a Wolfe type dual problem for the nondifferentiable robust optimization problem and prove duality theorems.

ROBUST DUALITY FOR NONSMOOTH MULTIOBJECTIVE OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Kim, Moon Hee
    • Journal of the Chungcheong Mathematical Society
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    • v.30 no.1
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    • pp.31-40
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    • 2017
  • In this paper, we consider a nonsmooth multiobjective robust optimization problem with more than two locally Lipschitz objective functions and locally Lipschitz constraint functions in the face of data uncertainty. We prove a nonsmooth sufficient optimality theorem for a weakly robust efficient solution of the problem. We formulate a Wolfe type dual problem for the problem, and establish duality theorems which hold between the problem and its Wolfe type dual problem.